pencopula-package: The package 'pencopula' offers routines for estimating multivariate penalized copula densities and copula distribution.
Description
The package 'pencopula' offers routines for estimating multivariate penalized copula densities and copula distribution. For details see the description of the function pencopula().
Arguments
Details
ll{
Package: pencopula
Type: Package
Version: 0.2.1
Date: 2011-02-23
License: GPL (>= 2)
LazyLoad: yes
}
The packages contributes the function 'pencopula()' for estimating copula densities and copula distributions using penalized splines techniques.
References
Flexible Copula Density Estimation with Penalized
Hierarchical B-Splines, Kauermann G., Schellhase C. and Ruppert, D. (2011), to appear.